Hello,
I'm trying to replicate the ZINB regression results that appear on page 539 of Long & Freese's "Regression Models for Categorical Dependent Variables Using Stata" (3rd edition) using their dataset couart4.dta and changing the specification of the VCE. The original command looks like this:
. zinb art i.female i.married kid5 phd mentor, inf (i.female i.married kid5 phd mentor) nolog
I got very similar results after running the same regression using the option vce(robust):
. zinb art i.female i.married kid5 phd mentor, inf (i.female i.married kid5 phd mentor) vce (robust) nolog
However, when I use the vce(bootstrap) or vce(jackknife) options I get the following message:
. zinb art i.female i.married kid5 phd mentor, inf (i.female i.married kid5 phd mentor) vce (bootstrap) nolog
depvar may not be a factor variable
r(198);
. zinb art i.female i.married kid5 phd mentor, inf (i.female i.married kid5 phd mentor) vce (jackknife) nolog
depvar may not be a factor variable
r(198);
The regression runs OK when I delete the i. prefix from the variables in the inflate part of the model, i.e.:
. zinb art i.female i.married kid5 phd mentor, inf (female married kid5 phd mentor) vce (bootstrap) nolog
... but I need to obtain marginal effects and apparently deleting the i. prefix will lead to wrong results (same book, pages 163-4).
I suspect I'm missing some obvious mathematical/logical point but can't figure out what it is. Any help would be appreciated. I'm using Stata13.
G Vargas
I'm trying to replicate the ZINB regression results that appear on page 539 of Long & Freese's "Regression Models for Categorical Dependent Variables Using Stata" (3rd edition) using their dataset couart4.dta and changing the specification of the VCE. The original command looks like this:
. zinb art i.female i.married kid5 phd mentor, inf (i.female i.married kid5 phd mentor) nolog
I got very similar results after running the same regression using the option vce(robust):
. zinb art i.female i.married kid5 phd mentor, inf (i.female i.married kid5 phd mentor) vce (robust) nolog
However, when I use the vce(bootstrap) or vce(jackknife) options I get the following message:
. zinb art i.female i.married kid5 phd mentor, inf (i.female i.married kid5 phd mentor) vce (bootstrap) nolog
depvar may not be a factor variable
r(198);
. zinb art i.female i.married kid5 phd mentor, inf (i.female i.married kid5 phd mentor) vce (jackknife) nolog
depvar may not be a factor variable
r(198);
The regression runs OK when I delete the i. prefix from the variables in the inflate part of the model, i.e.:
. zinb art i.female i.married kid5 phd mentor, inf (female married kid5 phd mentor) vce (bootstrap) nolog
... but I need to obtain marginal effects and apparently deleting the i. prefix will lead to wrong results (same book, pages 163-4).
I suspect I'm missing some obvious mathematical/logical point but can't figure out what it is. Any help would be appreciated. I'm using Stata13.
G Vargas